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A Global Constrained Optimization Method For
A Global Constrained Optimization Method For
Introduction
Nowadays, the urban traffic is becoming more and more congested with the traffic demand growing greatly. The congestion can be alleviated by designing more reasonable road networks. This designing is the so-called Network Design Problem (NDP). The Network Design Problem mainly focuses on
making the optimal decision on the expansion of the road network in response to an increasing demand for travel [Yang
and Bell, 1998]. Designing road network is often a hard task
since various aspects have to be taken into account, such as:
This work is partially supported by the Chinese National Program on Key Basic Research Project (973 Program, grant no.
2013CB329301) and Natural Science Foundation of China (grants
no. 61070044 and 61272265).
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is defined as the maximum among all shortest travel time between any possible origin-destination pairs (O-D pairs).
3.1
Theoretical Justifications
Notations and Definitions
Each road in the network has a capacity, which may be determined by its speed limit, geometric design, number of lanes,
number of traffic lights and other road characteristics. As the
majority of roads are two-way and the road characteristics of
two reverse direction street in a road are quite similar, we can
model the road network by an undirected graph G = (V, E).
We use the following notation to facilitate our discussion:
n = |V |: the number of the nodes in the graph.
m = |E|: the number of the edges in the graph.
we > 0: the weight on the eth edge e {1, 2, . . . , m}. A
weight can also be indexed by node pairs as the following.
wij 0: the weight on the edge between node i and node
j where i, j {1, 2, ..., n} (if no edge connects node i and j,
wij = 0).
te > 0: the travel time of the eth edge e {1, 2, . . . , m}.
vi : the ith node of the network.
The nodes in the graph represent the intersections of the
road network, and the edges represent the road; The nonnegative weights represent the capacity of the roads, and a larger
weight indicates a higher capacity. We hypothesize that the
travel time on each road is proportional to the road length and
the inverse of road capacity. Hence the travel time function is
road length
given by travel time = road
capacity .
Related Work
The road network design problem has been studied extensively in decades. Researchers have proposed many models
on designing road network with several different objectives.
[Antunes et al., 2003] designed a road network with maximal
accessibility, where accessibility can be generically defined
as the potential of opportunities for interaction between cities
of regions [Hansen, 1959]; [Feng and Wu, 2003] used the equity to be the objective function to design road network, and
covered equity of accessibility or travel cost for cities as well
as the equity of budget allocation among the cities; [Snelder,
2010] focused on designing robust road network; In [Meng
and Yang, 2002], they mainly considered about the benefit
distribution and equity problem in designing road network.
Moreover, the prevailing objective function can be the total travel cost, which has been used by many articles. A general framework for this problem is bi-level: the upper-level
is the investment decision-making behavior of the transport
planners and designers; the lower-level represents the users
route choice behavior responding to the controls. However,
this framework is a nonconvex programming problem, and
most of the methods based on bi-level framework failed to
find the global optimum. [Suwansirikul et al., 1987] proposed
an alternative heuristic method called the equilibrium decomposed optimization algorithm to solve the problem. [Zhang
et al., 2008] proposed a method based on the genetic algorithm. Unlike traditional methods, this algorithm can get a
global solution to the problem. Recently, some methods reformulated the bi-level framework as a single level problem.
[Li et al., 2012] transferred the network design problems into
a sequence of single level concave programs, to which we can
3.2
k6=i
Lij =
(1)
wij if i and j are adjacent,
0
otherwise.
We denote the eigenvalues of the Laplacian matrix L as:
1 2 n
The second smallest eigenvalue 2 of the Laplacian matrix L
is the algebraic connectivity, which can measure how wellconnected the graph is. The corresponding normalized eigenvector (w.r.t, 2 ) is called the Fiedler vector f.
Next we list several basic properties of L as below:
(1) 1 = 0;
(2) L is positive semidefinite;
(3) 1 is the eigenvector corresponding to 1 , where 1 is the
vector with all components be one;
(4) fT 1 = 0.
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3.3
As fT 1 = 0, then
Road Network
2 =
R1
0.4384
R2
2.5
0.6277
R3
f (vi ) = 0
>
0.4384
nf 2 (vmax )
wmin (f (vi )f (vj ))2
(vi ,vj )P
nf 2 (vmax )
wmin |P1 | (f (vmax )f (u))2
nf 2 (vmax )
t
2
wmin min
D (f (vmax )f (u))
nf 2 (vmax )
wmin tmin
1
D
n
where the 3rd inequality is obtained by Cauchy-Schwarz inequality [Dragomir, 2003]. Then the lemma follows.
By increasing the capacity of the bottleneck road between node C and D, R2s travel time diameter D drops
from 3 to 2.5, meanwhile, its algebraic connectivity 2
increases from 0.4384 to 0.6277
3.4
Proof According to the Definition (1.1), the travel time diameter D can be expressed as this:
D e
D=
i,j
(f (vi ) f (vj ))
1
2
(3)
length2
lengthl
length1
+
+ +
w1
w2
wl
Then
1
2
l
D wmax = ( length
+ length
+ + length
w1
w2
wl ) wmax
k (length1 + length2 + + lengthl )
(2)
D>
n
2
Since L is real symmetric, we can present the algebraic connectivity 2 in terms of Rayleigh quotient of L.
,Lf >
2 = <f
P<f ,f >
= i,j wij (f (vi ) f (vj ))2
P
2
wmax i,j (f (vi ) f (vj ))
P
2 1
e i,j (f (vi ) f (vj )) D
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3.5
L0
2 (L0 ) = f T
f
ij
ij
Based on Eq. (4), we have
L0
= al al T
ij
Combining Eq. (5) and (6), we have
(6)
In this section, we describe how to increase the algebraic connectivity 2 . And we make some definitions first.
Based on Lemma (3.5) and (3.6), we can get the relationship between the weight wij and the algebraic connectivity 2
of the network. After augmenting a road network, we could
guarantee its algebraic connectivity 2 would not decrease
(but it will not increase for sure). Moreover, we could optimize the algebraic connectivity 2 by adjusting the weights
selectively (e.g., increase the weights with nonzero partial
derivatives). Note that Lemma (3.6) also admits a nice geometric interpreting: recall that the Fiedler vector can be
considered as the geometric embedding of a graph. It turns
out that the algebraic connectivity is insensitive to the weight
changes between two points near to each other in the embedding. This observation meets the intuition that the short-cut
paths can far significantly improve the global connectivity of
road networks.
In section 3.4, we have shown that the problem of minimization of travel time diameter could be converted to the maximization of the algebraic connectivity 2 under certain constraints (e.g., limited budget). More specifically, we can add
weights selectively to the road network according to Lemma
3.6 to maximize 2 . In this section, we propose several approaches that can decide which roads need to be upgraded
and the corresponding increments of their capacities in the
convex optimization framework. In practice, there are usually
various constraints when designing a road network, e.g., the
prohibition of the road capacity enhancement of certain road,
the limitation of the total budget and so on. In this paper,
without loss of generality, we adopt the budget constraints
in our optimization problems. In order to assess the amount
of costs for modifying the road network, we define the cost
coefficient matrix C, where each element cij represents the
per-unit cost to increase capacity on the corresponding road.
In practice, it may be difficult to construct a new road, i.e.,
to give a weight increment to a zero-weight edge. This fact
can be naturally modeled by assigning a large cost coefficient
to a zero-weight edge. Note that various constraints, e.g., the
prohibition of the road capacity enhancement of certain road,
can also be formulated by this scheme.
Based on spectral graph theory, the road network design
problem is to optimize the road network by selecting paths
2 (L0 ) = min{xT Lx + xT L0 x}
xX
min xT Lx + min xT L0 x
xX
(5)
xX
= 2 (L) + 2 (L0 )
Since 2 (L0 ) 0 always holds, we complete the proof.
Lemma 3.6 Let G = (V, E) be an undirected graph with
nonnegative weights and L be the corresponding Laplacian
matrix. The algebraic connectivity of G is 2 (L), and the
corresponding Fiedler vector is f . And f (vi ) denotes the ith
element of f . Then we have the following two propositions:
1. If (f (vi )f (vj ))2 = 0, then an increment of wij admits
an invariant 2 (L);
2. If (f (vi )f (vj ))2 > 0, then an increment of wij implies
a strict increment of 2 (L).
Proof For an edge l connecting nodes vi and vj , we define
the edge vector al Rn as ali = 1, alj = 1 and all other
entries 0. Then L0 can be calculated as below:
m
X
L0 = L +
ij al al T
(4)
l=1
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4.1
Let the original road network be G, and the weight for each
edge (vi , vj ) be wij . Similarly, G0 is the designed road net0
, i, j
work and its corresponding weights are denoted as wij
{1, . . . , n}. Also assume that the total budget is B, and cost
coefficient matrix is C. Then the road network design problem to maximize the algebraic connectivity constrained by
limited budget, can be defined as below:
maximize
2 (L0 )
0
0
ij = wji ,
Pw
Pij wij , w
0
cij (wij wij ) B,
L0 0,
L0 1 = 0,
diag(L0 ) 0,
L0 diag(L0 ) 0.
0
subject to
(7)
(8)
subject to
s
s(I 11T /n) L0 ,
wij 0 wij , wij 0 = wji 0 ,
PP
cij (wij 0 wij ) B,
L0 0,
L0 1 = 0,
diag(L0 ) 0,
L0 diag(L0 ) 0.
(9)
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(a) OP T2
(b) OP Tbudget
(c) OP Tmulti
Figure 1: (a) The travel time diameter and 2 of the road network designed under the budget limitation; (b) The travel time
diameter and minimal budget of the road network designed under the 2 constraint; (c) The travel time diameter, 2 and the
budget of the designed road network.
5.3
5.4
As mentioned in Section 1, unlike most existing road design models [Yang and Bell, 1998], our method does not rely
on the existence of specific travel demands. In this experiment, we systematically compare our OP T2 with an existing method based on the genetic algorithm [Zhang et al.,
2008] [Yin, 2000] in terms of travel cost, algebraic connectivity and travel time diameter of the designed road network
on several demands. More specifically, we randomly generate
four travel demand matrices, where each element represents
the demand of traveling between the corresponding O-D pair.
For each demand, we design the road network with the budget constraint varying from 2 to 100. The results are shown
in the Fig. 2.
As shown Fig. 2(a)-2(d), in most cases, the travel time diameters obtained by genetic algorithm are much larger than
those in our approach. Moreover, our method shows a consistent reduction in travel time diameters of the optimal road
network along with an increasing budget, while the genetic
algorithm has much more fluctuations. From the perspective
of algebraic connectivity, Fig. 2(e)-2(h) also show that our
approach achieves better 2 than genetic algorithm with the
same budget limit. In terms of travel cost, the magnified parts
of Fig. 2(i)-2(l) show that: when the budget is relatively small
(less than 15), genetic algorithm outperforms OP T2 with a
smaller total travel cost. However, as the budget increases
(larger than 20), our approach achieves slightly better performance than genetic algorithm. This observation implies that
a global optimum can naturally meet most special travel demand if the cost constrain of global optimization is loose.
5.2
Multi-objective Optimization
For the Multi-objective optimization model OP Tmulti described in Eq. (12), we compute the optimal solutions with
varies from 0.02 to 0.035. The travel time diameter, 2 and
budget of the optimal road network w.r.t. each are shown
in Fig. 1(c).
This result shows that allows us to make a tradeoff between the travel time diameter and budget in designing the
road network, i.e., with a small we relax the requirements
of budget in return for gaining the quality of connectivity, and
on the contrary, with a relatively large the limited budget is
emphasized instead of the connectivity of the road network.
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(a)
(b)
(c)
(d)
(e)
(f)
(g)
(h)
(i)
(j)
(k)
(l)
Figure 2: (a)-(d) shows the travel time diameters of the road network designed by the OP T2 and the genetic algorithm with
four randomly generated different demands w.r.t varied budget constraints (from 2 to 100). (e)-(h) and (i)-(l) show the results
of algebraic connectivity and total travel cost respectively. Note travel demands are not used in OP T2 .
In summary, the genetic algorithm is to design a road network so as to fit certain demand, while our convex optimization method (OP T2 ) focus on optimizing the algebraic connectivity which is independent of any specific demand. And
our convex optimization method is both efficient and universal in solving MNDP problems.
under certain constraints. This reformulation leads to a semidefinite program, in which we can get its global solution easily. In the experimental part, we generate a small world network to represent the road network, and design it in several
scenarios. The results confirm our theoretical justifications
above. Finally, we empirically show that our method is an
efficient and universal method to design road network by systematically comparing our method with an existing method
based on the genetic algorithm.
Conclusion
References
[Antunes et al., 2003] Antonio Antunes, Alvaro Seco, and
Nuno Pinto. An accessibility-maximization approach to
road network planning. Computer-aided Civil and Infrastructure Engineering, 18(3):224240, 2003.
[Boyd, 2006] Stephen Boyd. Convex optimization of graph
laplacian eigenvalues. In Proceedings of International
Congress of Mathematicans, pages 13111319, 2006.
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